I haven't dealt with thrush in this exact way, BUT I have dealt with candida. Some things to include in your efforts would be to try and cut out all sugar for awhile for you and your baby and also decrease the amount of carbs in your diet (esp. simple carbs). Simple carbs turn to sugar in the body fast and sugar feeds yeast (candida, thrush).
MotherLove is a company that makes a product called Diaper rash/Thrush cream. It comes in a small jar and it is sold at Whole Foods. It helps with the itch immensely. Yes, you can put it on your nipples. It's organic, too.
Also, give yourself and your baby a good probiotic. The yeast doesn't like it. Baby probiotics come in a powder that you can add to food very easily or a small spoonful in the mouth might be better anyway. Look for probiotics in the refrigerated section and also ones with multiple strains (at least 5 kinds listed in the ingredients including the infanitis kind...possibly spelled wrong).
Yeast takes awhile to go away. Sometimes the medication is still working several days after you are finished taking it. There are also several homeopathic remedies for thrush, but you need either a classical homeopath or a book to read to figure out which one would work for your situation. One good book is Everybody's Guide to Homeopathic Medicines by Cummings and Ullman. You can take homeopathics side by side with allopathic medications (prescribed by your doctor). They won't interfere (but I doubt your doctor knows anything about homeopathics because it's natural and alternative medicine).
Good luck, contact me if you have any other questions.
B.